+95.7%
ENB vs PRU
+115.4%
-19.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | -1.6% |
| 7D | -5.2% | +2.4% | -7.6% | -6.1% |
| 30D | +2.2% | +6.1% | -3.9% | -0.3% |
| 3M | -8.1% | -0.7% | -7.3% | -8.1% |
| 6M | -11.2% | +22.1% | -33.2% | -18.0% |
| YTD | +2.0% | +9.8% | -7.8% | -2.7% |
| 1Y | +4.1% | +19.4% | -15.3% | -4.1% |
| 3Y | +64.7% | +50.4% | +14.4% | +34.1% |
| 5Y | +46.6% | +37.2% | +9.4% | +21.7% |
| All | +95.7% | +115.4% | -19.7% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling